+41.0%
ICE vs UTHR
+136.5%
-95.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -1.2% | -2.9% | +1.7% | -1.0% |
| 30D | +5.0% | -7.6% | +12.5% | +5.4% |
| 3M | +13.9% | -8.6% | +22.5% | +14.4% |
| 6M | -4.4% | +4.1% | -8.6% | -4.8% |
| YTD | -1.9% | +2.2% | -4.1% | -2.3% |
| 1Y | -8.1% | +26.2% | -34.3% | -9.6% |
| 3Y | +42.5% | +121.2% | -78.7% | +31.0% |
| All | +41.0% | +136.5% | -95.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling